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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Volatilität"
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Volatility
Yield curve
Volatilität
Estimation
119
Schätzung
118
Capital income
59
Kapitaleinkommen
59
Börsenkurs
47
Share price
47
Theorie
36
Theory
36
ARCH model
25
ARCH-Modell
25
Time series analysis
24
Zeitreihenanalyse
24
Forecasting model
22
Prognoseverfahren
22
Aktienmarkt
21
Stock market
21
Estimation theory
20
Schätztheorie
20
CAPM
15
Portfolio selection
14
Portfolio-Management
14
Risikoprämie
14
Risk premium
14
Anlageverhalten
10
Behavioural finance
10
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10
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10
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10
Stochastischer Prozess
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Correlation
9
Credit risk
9
Gewinn
9
Korrelation
9
Kreditrisiko
9
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9
Risikomaß
9
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9
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Article
51
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English
51
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Hansen, Peter Reinhard
2
Li, Bingxin
2
Alitab, Dario
1
Bakshi, Gurdip S.
1
Barigozzi, Matteo
1
Barunik, Jozef
1
Baur, Dirk G.
1
Bee, Marco
1
Bekierman, Jeremias
1
Ben Sita, Bernard
1
Berardi, Andrea
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Bouri, Elie
1
Boyd, Naomi E.
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Calzolari, Giorgio
1
Cao, Charles Q.
1
Cao, Ruanmin
1
Cenesizoglu, Tolga
1
Cevik, Emrah Ismail
1
Cheffou, Abdoulkarim Idi
1
Chen, Cathy Yi-Hsuan
1
Chen, Qiang
1
Chen, Sonnan
1
Chiang, Thomas C.
1
Cho, Sungjun
1
Chorro, Christophe
1
Chuang, Ming-Che
1
Corsi, Fulvio
1
Deku, Solomon Y.
1
Dias, José G.
1
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1
Dupuis, Debbie J.
1
Erdemlioglu, Deniz
1
Fabozzi, Francesco A.
1
Fabozzi, Frank J.
1
Francq, Christian
1
Golinski, Adam
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Journal of financial econometrics
Review of quantitative finance and accounting
Finance research letters
127
Energy economics
126
International review of economics & finance : IREF
106
Applied economics
90
The North American journal of economics and finance : a journal of financial economics studies
90
Economic modelling
86
International review of financial analysis
80
Journal of econometrics
74
Research in international business and finance
62
Journal of banking & finance
61
Journal of empirical finance
58
Journal of international financial markets, institutions & money
54
Discussion paper / Centre for Economic Policy Research
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Journal of international money and finance
51
Economics letters
45
Working paper / National Bureau of Economic Research, Inc.
45
Applied economics letters
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of forecasting
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of financial economics
36
Discussion papers / CEPR
34
International journal of finance & economics : IJFE
32
Journal of economic dynamics & control
32
Pacific-Basin finance journal
31
Quantitative finance
29
The European journal of finance
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Emerging markets, finance and trade : EMFT
26
Journal of financial markets
24
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Econometric reviews
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
International journal of economics and finance
19
Global finance journal
17
International journal of emerging markets
16
Macroeconomic dynamics
16
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ECONIS (ZBW)
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1
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
4
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
5
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
6
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
7
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
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8
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
9
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
10
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
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